test of overidentifying restrictions after fracivp

08 Nov 2018, 09:31

Dear all,

I am currently analyzing a model in which the dependent variable is a proportion.
In particular. in order to account for endogeneity, I would like to use the following command taken from https://www3.nd.edu/~rwilliam/stata

code:
fracivp

After the estimates, I need to compute the test of overidentifying restrictions.
Do you know if there is a routine or a code to do it?

For example, after using ivtobit, the test of overidentifying restrictions can be computed by:

fracivp is a hacked version of ivprobit. It relaxes the requirement that the dv be binary and lets it instead range from 0 to 1. So, if there is a way to do it with ivprobit you may be able to do it with fracivp.

Also, as the handout also points out, cmp can estimate the same models. So, if there is a way to do it with cmp, you can use that.

In short, only a few people in the world know that fracivp even exists since I have Never officially released it. But if you check out ivprobit or cmp you might find something there.